Changing computer name in osx

I would like to change the computer's name in osx. I'm not even sure if that is what you call it. When you open a new window in finder (apple-n) it is the name assigned when the setup assistant first ran. Where can I change this? Can anybody help?

Also look in Preferences->Network. Your computer name (i.e. hostname) is set here, but the name you see if you connect from a Window machine or via AFS is set in Preferences->Sharing (iirc - I am also at work)

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